# Concomitants and linear estimators in an i-dimensional extremal model.

Trabajos de Estadística e Investigación Operativa (1985)

- Volume: 36, Issue: 1, page 129-140
- ISSN: 0041-0241

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topGomes, M. Ivette. "Concomitants and linear estimators in an i-dimensional extremal model.." Trabajos de Estadística e Investigación Operativa 36.1 (1985): 129-140. <http://eudml.org/doc/40765>.

@article{Gomes1985,

abstract = {We consider here a multivariate sample Xj = (X1.j > ... > Xi.j), 1 ≤ j ≤ n, where the Xj, 1 ≤ j ≤ n, are independent i-dimensional extremal vectors with suitable unknown location and scale parameters λ and δ respectively. Being interested in linear estimation of these parameters, we consider the multivariate sample Zj, 1 ≤ j ≤ n, of the order statistic of largest values and their concomitants, and the best linear unbiased estimators of λ and δ based on such multivariate sample. Computational problems associated to the evaluation of μi(n) and Σi(n), the mean value and the covariance matrix of standardized Zj, 1 ≤ j ≤ n, are also discussed.},

author = {Gomes, M. Ivette},

journal = {Trabajos de Estadística e Investigación Operativa},

keywords = {Estimadores insesgados; Inferencia estadística; Linealidad; Modelos estadísticos; extremal vectors; order statistics of largest values; concomitants; best linear unbiased estimators; computational problems},

language = {eng},

number = {1},

pages = {129-140},

title = {Concomitants and linear estimators in an i-dimensional extremal model.},

url = {http://eudml.org/doc/40765},

volume = {36},

year = {1985},

}

TY - JOUR

AU - Gomes, M. Ivette

TI - Concomitants and linear estimators in an i-dimensional extremal model.

JO - Trabajos de Estadística e Investigación Operativa

PY - 1985

VL - 36

IS - 1

SP - 129

EP - 140

AB - We consider here a multivariate sample Xj = (X1.j > ... > Xi.j), 1 ≤ j ≤ n, where the Xj, 1 ≤ j ≤ n, are independent i-dimensional extremal vectors with suitable unknown location and scale parameters λ and δ respectively. Being interested in linear estimation of these parameters, we consider the multivariate sample Zj, 1 ≤ j ≤ n, of the order statistic of largest values and their concomitants, and the best linear unbiased estimators of λ and δ based on such multivariate sample. Computational problems associated to the evaluation of μi(n) and Σi(n), the mean value and the covariance matrix of standardized Zj, 1 ≤ j ≤ n, are also discussed.

LA - eng

KW - Estimadores insesgados; Inferencia estadística; Linealidad; Modelos estadísticos; extremal vectors; order statistics of largest values; concomitants; best linear unbiased estimators; computational problems

UR - http://eudml.org/doc/40765

ER -

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